-97.7%
AMC vs SPXS
-99.8%
+2.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +1.6% |
| 7D | +2.6% | +7.5% | -4.9% | +6.8% |
| 30D | +9.0% | +17.5% | -8.5% | +18.1% |
| 3M | +22.2% | +14.7% | +7.5% | +31.7% |
| 6M | +91.5% | -0.1% | +91.6% | +97.6% |
| YTD | +101.3% | -19.7% | +121.0% | +94.9% |
| 1Y | +20.8% | -23.6% | +44.4% | +15.4% |
| 3Y | -71.3% | -79.2% | +7.9% | -81.7% |
| 5Y | -99.2% | -81.7% | -17.5% | -99.4% |
| 10Y | -98.7% | -99.5% | +0.8% | -99.6% |
| All | -97.7% | -99.8% | +2.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling